A Portfolio Selection Model Based on the Interval Number

Table 4

The investment proportion and risk for different with in (20).

	S1	S2	S3	S4	S5	Risk
[0.03, 0.03]	0.010	0.030	0.034	0.010	0.010	0.028	0.094
[0.03, 0.04]	0.010	0.030	0.058	0.010	0.010	0.040	0.118
[0.03, 0.05]	0.010	0.030	0.081	0.010	0.010	0.052	0.141
[0.03, 0.06]	0.010	0.030	0.105	0.010	0.010	0.063	0.165
[0.03, 0.07]	0.010	0.030	0.128	0.010	0.010	0.075	0.188
[0.03, 0.08]	0.010	0.030	0.152	0.010	0.010	0.087	0.212
[0.03, 0.09]	0.010	0.030	0.175	0.010	0.010	0.098	0.235
[0.03, 0.10]	0.010	0.030	0.199	0.010	0.010	0.110	0.259
[0.03, 0.11]	0.010	0.293	0.200	0.010	0.010	0.157	0.523